PuSH - Publication Server of Helmholtz Zentrum München

Martin, A. ; Prigarin, S.M.* ; Winkler, G.*

Exact and fast numerical algorithms for the stochastic wave equation.

Int. J. Comput. Math. 80, 1535-1541 (2003)
DOI
Open Access Green as soon as Postprint is submitted to ZB.
On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with Dirichlet boundary conditions. The algorithms are exact in a probabilistic sense.
Altmetric
Additional Metrics?
[➜Log in]
Edit extra informations Login
Publication type Article: Journal article
Document type Scientific Article
Corresponding Author
Keywords stochastic wave equation; numerical simulation; isonormal process
ISSN (print) / ISBN 0020-7160
e-ISSN 1029-0265
Journal International Journal of Computer Mathematics
Quellenangaben Volume: 80, Issue: 12, Pages: 1535-1541 Article Number: , Supplement: ,
Publisher Taylor & Francis
Non-patent literature Publications
Reviewing status Peer reviewed
Institute(s) Institute of Biomathematics and Biometry (IBB)